Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.O.8: MTM Impact on Derivative Positions

Report Date Reporting Entity PID Product Counterparty G-SIB Maturity Amount Maturity Bucket Forward Start Amount Forward Start Bucket Collateral Class Collateral Value Internal Internal Counterparty Business Line
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 21661.78 Day 15 2576.24 <30 Days LC-1 2773.97 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 45944.72 Day 15 3627.40 <30 Days LC-2 6589.66 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 45970.53 Day 15 6822.05 <30 Days N-1 8903.09 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 20807.01 Day 15 2493.68 <30 Days N-2 2976.14 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 6079.11 Day 15 150.82 <30 Days N-3 958.01 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 52334.88 Day 15 3068.24 <30 Days N-4 7766.26 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 105936.31 Day 15 14557.18 91-180 Days N-5 19986.47 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 26660.71 Day 15 1380.28 30-90 Days N-6 708.30 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 73549.48 Day 15 1077.05 30-90 Days N-7 11450.54 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 68064.10 Day 15 3504.77 30-90 Days P-1 2225.24 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 91303.89 Day 15 6248.29 30-90 Days P-2 10199.78 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 43414.26 Day 15 151.34 <30 Days S-8 8029.53 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 112101.54 Day 15 3838.77 30-90 Days Y-1 10235.80 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 23400.41 Day 15 3134.90 91-180 Days Y-2 313.74 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 5679.20 Day 15 576.47 Open Y-3 55.69 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 71471.78 Day 15 8778.84 91-180 Days Y-4 2387.82 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 12024.95 Day 15 1294.37 <30 Days Z-1 114.63 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 8931.79 Day 15 377.05 30-90 Days A-2 1270.59 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 81142.90 Day 15 8593.57 30-90 Days A-3 12695.47 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 97630.18 Day 15 11352.53 91-180 Days A-4 1377.67 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 22064.40 Day 15 1311.49 30-90 Days A-5 3586.88 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 95558.87 Day 15 2035.03 Open CB-1 9806.89 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 74072.40 Day 15 6419.90 <30 Days CB-2 6328.71 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 1597.98 Day 15 76.80 91-180 Days CB-3 34.00 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 37040.79 Day 15 1046.05 91-180 Days E-1 1747.78 No Finance